An Introduction to Copulas / by Roger B. Nelsen
(Lecture Notes in Statistics ; 139)
| データ種別 | 電子ブック |
|---|---|
| 出版者 | New York, NY : Springer New York : Imprint: Springer |
| 出版年 | 1999 |
| 本文言語 | 英語 |
| 大きさ | XI, 218 p : online resource |
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| 内容注記 | 1 Introduction 2 Definitions and Basic Properties 3 Methods of Constructing Copulas 4 4 Archimedean Copulas 5 Dependence 6 Additional Topics References List of Symbols |
|---|---|
| 一般注記 | Copulas are functions that join multivariate distribution functions to their one-dimensional margins. The study of copulas and their role in statistics is a new but vigorously growing field. In this book the student or practitioner of statistics and probability will find discussions of the fundamental properties of copulas and some of their primary applications. The applications include the study of dependence and measures of association, and the construction of families of bivariate distributions. With nearly a hundred examples and over 150 exercises, this book is suitable as a text or for self-study. The only prerequisite is an upper level undergraduate course in probability and mathematical statistics, although some familiarity with nonparametric statistics would be useful. Knowledge of measure-theoretic probability is not required. Roger B. Nelsen is Professor of Mathematics at Lewis & Clark College in Portland, Oregon. He is also the author of "Proofs Without Words: Exercises in Visual Thinking," published by the Mathematical Association of America |
| 著者標目 | *Nelsen, Roger B. author SpringerLink (Online service) |
| 件 名 | LCSH:Statistics LCSH:Economics, Mathematical FREE:Statistics FREE:Statistical Theory and Methods FREE:Quantitative Finance |
| 分 類 | DC23:519.5 |
| 巻冊次 | ISBN:9781475730760 
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| ISBN | 9781475730760 |
| URL | http://dx.doi.org/10.1007/978-1-4757-3076-0 |
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